Starting with NET Core 2.1, the concept of HostBuilder/Host was introduced:
https://www.stevejgordon.co.uk/using-generic-host-in-dotnet-core-console-based-microservices

It decouples host creation and management (DI, configuration) from the Asp.NET Core and HTTP stack and enables worker role scenarios.

Application Insights AspNet Core SDK should be split into 2 packages:

• first one that works for any app and configures everything not specific to HTTP server: majority of telemetry initializers, dependency collection, performance counter collection, heartbeats, quick pulse, sampling. .Net Full Fx apps perhaps may also benefit from it.

• second one that depends on AspNetCore and enables http: request collection, JS injection, etc...

Perfect example where this is needed Azure WebJobs/Functions: they don't necessarily have http stack and have to configure the SDK from scratch.